Strategy Tester Report
CHAOS_GOLD_LISKOFF
| 通貨ペア | XAUUSD (GOLD) | ||||
| 期間 | 1時間足(H1) 2014.01.02 09:00 - 2021.11.26 20:00 (2014.01.01 - 2021.11.30) | ||||
| モデル | 全ティック (利用可能な最小時間枠による最も正確な方法) | ||||
| パラメーター | LOT=0.01; MAX_POSITION=30; MAGIC_NUMBER=20211204; COMMENT="CHAOS_GOLD_LISKOFF"; HOUR01=10; HOUR02=23; SELL_ENTRY=true; MM=false; LOT_MM=0.002; MAX_LOT_MM=1; | ||||
| テストバー数 | 47465 | モデルティック数 | 152699596 | モデリング品質 | 90.00% |
| 不整合チャートエラー | 0 | ||||
| 初期証拠金 | 1000000.00 | スプレッド | 50 | ||
| 純益 | 647634.73 | 総利益 | 1354950.41 | 総損失 | -707315.68 |
| プロフィットファクタ | 1.92 | 期待利得 | 446.03 | ||
| 絶対ドローダウン | 63728.51 | 最大ドローダウン | 137611.68 (10.67%) | 相対ドローダウン | 10.94% (115630.49) |
| 総取引数 | 1452 | 売りポジション(勝率%） | 465 (50.75%) | 買いポジション(勝率%） | 987 (77.20%) |
| 勝率(%) | 998 (68.73%) | 負率 (%) | 454 (31.27%) | ||
| 最大 | 勝トレード | 12188.78 | 敗トレード | -19389.34 | |
| 平均 | 勝トレード | 1357.67 | 敗トレード | -1557.96 | |
| 最大 | 連勝(金額) | 22 (13820.21) | 連敗(金額) | 13 (-41840.91) | |
| 最大 | 連勝(トレード数) | 49889.09 (11) | 連敗(トレード数) | -41840.91 (13) | |
| 平均 | 連勝 | 3 | 連敗 | 2 | |
| # | 時間 | 取引種別 | 注文番号 | 数量 | 価格 | 決済逆指値(S/L) | 決済指値(T/P) | 損益 | 残高 |
| 2551 | 2021.02.19 16:00 | buy | 1277 | 0.01 | 1783.82 | 0.00 | 0.00 | ||
| 2552 | 2021.02.22 03:00 | buy | 1278 | 0.01 | 1785.92 | 0.00 | 0.00 | ||
| 2553 | 2021.02.22 16:00 | buy | 1279 | 0.01 | 1797.98 | 0.00 | 0.00 | ||
| 2554 | 2021.02.23 16:00 | close | 1279 | 0.01 | 1809.74 | 0.00 | 0.00 | 1329.12 | 1556981.68 |
| 2555 | 2021.02.23 16:00 | close | 1278 | 0.01 | 1809.74 | 0.00 | 0.00 | 2696.73 | 1559678.41 |
| 2556 | 2021.02.23 16:00 | close | 1277 | 0.01 | 1809.74 | 0.00 | 0.00 | 2921.43 | 1562599.85 |
| 2557 | 2021.02.23 16:00 | close | 1275 | 0.01 | 1809.74 | 0.00 | 0.00 | -1439.79 | 1561160.06 |
| 2558 | 2021.02.23 16:00 | close | 1273 | 0.01 | 1809.74 | 0.00 | 0.00 | -1732.14 | 1559427.92 |
| 2559 | 2021.02.24 16:00 | buy | 1280 | 0.01 | 1791.21 | 0.00 | 0.00 | ||
| 2560 | 2021.02.24 16:00 | sell | 1281 | 0.01 | 1790.71 | 0.00 | 0.00 | ||
| 2561 | 2021.02.25 16:00 | close | 1281 | 0.01 | 1781.93 | 0.00 | 0.00 | 993.27 | 1560421.19 |
| 2562 | 2021.03.03 03:00 | buy | 1282 | 0.01 | 1735.68 | 0.00 | 0.00 | ||
| 2563 | 2021.03.03 03:00 | sell | 1283 | 0.01 | 1735.18 | 0.00 | 0.00 | ||
| 2564 | 2021.03.03 16:00 | close | 1283 | 0.01 | 1712.91 | 0.00 | 0.00 | 2525.44 | 1562946.63 |
| 2565 | 2021.03.08 03:00 | buy | 1284 | 0.01 | 1707.45 | 0.00 | 0.00 | ||
| 2566 | 2021.03.09 16:00 | buy | 1285 | 0.01 | 1713.97 | 0.00 | 0.00 | ||
| 2567 | 2021.03.12 03:00 | buy | 1286 | 0.01 | 1724.97 | 0.00 | 0.00 | ||
| 2568 | 2021.03.17 16:00 | buy | 1287 | 0.01 | 1728.89 | 0.00 | 0.00 | ||
| 2569 | 2021.03.19 03:00 | buy | 1288 | 0.01 | 1731.20 | 0.00 | 0.00 | ||
| 2570 | 2021.03.19 16:00 | close | 1288 | 0.01 | 1736.06 | 0.00 | 0.00 | 551.13 | 1563497.76 |
| 2571 | 2021.03.19 16:00 | close | 1287 | 0.01 | 1736.06 | 0.00 | 0.00 | 804.13 | 1564301.89 |
| 2572 | 2021.03.19 16:00 | close | 1286 | 0.01 | 1736.06 | 0.00 | 0.00 | 1226.27 | 1565528.16 |
| 2573 | 2021.03.19 16:00 | close | 1285 | 0.01 | 1736.06 | 0.00 | 0.00 | 2460.24 | 1567988.40 |
| 2574 | 2021.03.19 16:00 | close | 1284 | 0.01 | 1736.06 | 0.00 | 0.00 | 3195.13 | 1571183.53 |
| 2575 | 2021.03.19 16:00 | close | 1282 | 0.01 | 1736.06 | 0.00 | 0.00 | -28.57 | 1571154.96 |
| 2576 | 2021.03.19 16:00 | close | 1280 | 0.01 | 1736.06 | 0.00 | 0.00 | -6357.08 | 1564797.87 |
| 2577 | 2021.03.19 16:00 | buy | 1289 | 0.01 | 1736.56 | 0.00 | 0.00 | ||
| 2578 | 2021.03.22 03:00 | buy | 1290 | 0.01 | 1740.13 | 0.00 | 0.00 | ||
| 2579 | 2021.03.22 03:00 | sell | 1291 | 0.01 | 1739.63 | 0.00 | 0.00 | ||
| 2580 | 2021.03.22 16:00 | close | 1291 | 0.01 | 1733.70 | 0.00 | 0.00 | 672.47 | 1565470.34 |
| 2581 | 2021.03.22 16:00 | buy | 1292 | 0.01 | 1733.70 | 0.00 | 0.00 | ||
| 2582 | 2021.03.23 03:00 | buy | 1293 | 0.01 | 1737.65 | 0.00 | 0.00 | ||
| 2583 | 2021.03.24 16:00 | buy | 1294 | 0.01 | 1730.77 | 0.00 | 0.00 | ||
| 2584 | 2021.03.25 16:00 | close | 1294 | 0.01 | 1738.89 | 0.00 | 0.00 | 916.34 | 1566386.68 |
| 2585 | 2021.03.25 16:00 | close | 1293 | 0.01 | 1738.89 | 0.00 | 0.00 | 131.66 | 1566518.34 |
| 2586 | 2021.03.25 16:00 | close | 1292 | 0.01 | 1738.89 | 0.00 | 0.00 | 575.11 | 1567093.46 |
| 2587 | 2021.03.25 16:00 | close | 1290 | 0.01 | 1738.89 | 0.00 | 0.00 | -154.06 | 1566939.40 |
| 2588 | 2021.03.25 16:00 | close | 1289 | 0.01 | 1738.89 | 0.00 | 0.00 | 237.35 | 1567176.75 |
| 2589 | 2021.03.26 16:00 | buy | 1295 | 0.01 | 1729.23 | 0.00 | 0.00 | ||
| 2590 | 2021.03.26 16:00 | sell | 1296 | 0.01 | 1728.73 | 0.00 | 0.00 | ||
| 2591 | 2021.03.29 03:00 | buy | 1297 | 0.01 | 1731.59 | 0.00 | 0.00 | ||
| 2592 | 2021.03.29 03:00 | sell | 1298 | 0.01 | 1731.09 | 0.00 | 0.00 | ||
| 2593 | 2021.03.29 16:00 | close | 1298 | 0.01 | 1724.35 | 0.00 | 0.00 | 764.32 | 1567941.07 |
| 2594 | 2021.03.29 16:00 | close | 1296 | 0.01 | 1724.35 | 0.00 | 0.00 | 489.52 | 1568430.59 |
| 2595 | 2021.04.05 16:00 | buy | 1299 | 0.01 | 1723.79 | 0.00 | 0.00 | ||
| 2596 | 2021.04.06 16:00 | close | 1299 | 0.01 | 1735.93 | 0.00 | 0.00 | 1372.17 | 1569802.76 |
| 2597 | 2021.04.06 16:00 | close | 1297 | 0.01 | 1735.93 | 0.00 | 0.00 | 456.32 | 1570259.08 |
| 2598 | 2021.04.06 16:00 | close | 1295 | 0.01 | 1735.93 | 0.00 | 0.00 | 710.50 | 1570969.58 |
| 2599 | 2021.04.07 16:00 | buy | 1300 | 0.01 | 1738.39 | 0.00 | 0.00 | ||
| 2600 | 2021.04.07 16:00 | sell | 1301 | 0.01 | 1737.89 | 0.00 | 0.00 | ||
| 2601 | 2021.04.08 16:00 | close | 1301 | 0.01 | 1747.98 | 0.00 | 0.00 | -1146.58 | 1569823.00 |
| 2602 | 2021.04.08 16:00 | close | 1300 | 0.01 | 1747.48 | 0.00 | 0.00 | 1026.31 | 1570849.31 |
| 2603 | 2021.04.09 16:00 | buy | 1302 | 0.01 | 1738.77 | 0.00 | 0.00 | ||
| 2604 | 2021.04.09 16:00 | sell | 1303 | 0.01 | 1738.27 | 0.00 | 0.00 | ||
| 2605 | 2021.04.12 03:00 | buy | 1304 | 0.01 | 1742.01 | 0.00 | 0.00 | ||
| 2606 | 2021.04.12 03:00 | sell | 1305 | 0.01 | 1741.51 | 0.00 | 0.00 | ||
| 2607 | 2021.04.12 16:00 | close | 1305 | 0.01 | 1739.40 | 0.00 | 0.00 | 239.27 | 1571088.58 |
| 2608 | 2021.04.12 16:00 | close | 1303 | 0.01 | 1739.40 | 0.00 | 0.00 | -135.32 | 1570953.26 |
| 2609 | 2021.04.12 16:00 | buy | 1306 | 0.01 | 1739.40 | 0.00 | 0.00 | ||
| 2610 | 2021.04.14 16:00 | close | 1306 | 0.01 | 1744.30 | 0.00 | 0.00 | 546.69 | 1571499.96 |
| 2611 | 2021.04.14 16:00 | close | 1304 | 0.01 | 1744.30 | 0.00 | 0.00 | 250.72 | 1571750.68 |
| 2612 | 2021.04.14 16:00 | close | 1302 | 0.01 | 1744.30 | 0.00 | 0.00 | 604.70 | 1572355.37 |
| 2613 | 2021.04.14 16:00 | buy | 1307 | 0.01 | 1744.80 | 0.00 | 0.00 | ||
| 2614 | 2021.04.15 16:00 | close | 1307 | 0.01 | 1746.77 | 0.00 | 0.00 | 218.91 | 1572574.28 |
| 2615 | 2021.04.20 03:00 | buy | 1308 | 0.01 | 1772.71 | 0.00 | 0.00 | ||
| 2616 | 2021.04.20 03:00 | sell | 1309 | 0.01 | 1772.21 | 0.00 | 0.00 | ||
| 2617 | 2021.04.20 16:00 | close | 1309 | 0.01 | 1770.01 | 0.00 | 0.00 | 249.48 | 1572823.76 |
| 2618 | 2021.04.21 16:00 | close | 1308 | 0.01 | 1786.36 | 0.00 | 0.00 | 1543.40 | 1574367.16 |
| 2619 | 2021.04.23 03:00 | buy | 1310 | 0.01 | 1783.67 | 0.00 | 0.00 | ||
| 2620 | 2021.04.23 03:00 | sell | 1311 | 0.01 | 1783.17 | 0.00 | 0.00 | ||
| 2621 | 2021.04.23 16:00 | close | 1311 | 0.01 | 1794.12 | 0.00 | 0.00 | -1241.71 | 1573125.45 |
| 2622 | 2021.04.23 16:00 | close | 1310 | 0.01 | 1793.62 | 0.00 | 0.00 | 1128.31 | 1574253.76 |
| 2623 | 2021.04.26 03:00 | buy | 1312 | 0.01 | 1775.36 | 0.00 | 0.00 | ||
| 2624 | 2021.04.26 03:00 | sell | 1313 | 0.01 | 1774.86 | 0.00 | 0.00 | ||
| 2625 | 2021.04.26 16:00 | close | 1313 | 0.01 | 1777.16 | 0.00 | 0.00 | -260.82 | 1573992.94 |
| 2626 | 2021.04.26 16:00 | close | 1312 | 0.01 | 1776.66 | 0.00 | 0.00 | 147.42 | 1574140.36 |
| 2627 | 2021.04.26 16:00 | buy | 1314 | 0.01 | 1777.16 | 0.00 | 0.00 | ||
| 2628 | 2021.04.26 16:00 | sell | 1315 | 0.01 | 1776.66 | 0.00 | 0.00 | ||
| 2629 | 2021.04.27 03:00 | buy | 1316 | 0.01 | 1780.55 | 0.00 | 0.00 | ||
| 2630 | 2021.04.27 03:00 | sell | 1317 | 0.01 | 1780.05 | 0.00 | 0.00 | ||
| 2631 | 2021.04.27 16:00 | close | 1317 | 0.01 | 1783.53 | 0.00 | 0.00 | -394.63 | 1573745.73 |
| 2632 | 2021.04.27 16:00 | close | 1316 | 0.01 | 1783.03 | 0.00 | 0.00 | 281.23 | 1574026.96 |
| 2633 | 2021.04.27 16:00 | close | 1315 | 0.01 | 1783.53 | 0.00 | 0.00 | -781.43 | 1573245.53 |
| 2634 | 2021.04.27 16:00 | close | 1314 | 0.01 | 1783.03 | 0.00 | 0.00 | 661.17 | 1573906.70 |
| 2635 | 2021.04.27 16:00 | buy | 1318 | 0.01 | 1783.53 | 0.00 | 0.00 | ||
| 2636 | 2021.04.30 03:00 | buy | 1319 | 0.01 | 1773.67 | 0.00 | 0.00 | ||
| 2637 | 2021.04.30 03:00 | sell | 1320 | 0.01 | 1773.17 | 0.00 | 0.00 | ||
| 2638 | 2021.04.30 16:00 | close | 1320 | 0.01 | 1769.97 | 0.00 | 0.00 | 362.87 | 1574269.57 |
| 2639 | 2021.05.03 03:00 | buy | 1321 | 0.01 | 1769.62 | 0.00 | 0.00 | ||
| 2640 | 2021.05.03 16:00 | close | 1321 | 0.01 | 1784.66 | 0.00 | 0.00 | 1705.51 | 1575975.08 |
| 2641 | 2021.05.03 16:00 | close | 1319 | 0.01 | 1784.66 | 0.00 | 0.00 | 1232.80 | 1577207.89 |
| 2642 | 2021.05.03 16:00 | close | 1318 | 0.01 | 1784.66 | 0.00 | 0.00 | 101.27 | 1577309.15 |
| 2643 | 2021.05.05 03:00 | buy | 1322 | 0.01 | 1779.12 | 0.00 | 0.00 | ||
| 2644 | 2021.05.05 03:00 | sell | 1323 | 0.01 | 1778.62 | 0.00 | 0.00 | ||
| 2645 | 2021.05.05 16:00 | close | 1323 | 0.01 | 1782.26 | 0.00 | 0.00 | -412.77 | 1576896.38 |
| 2646 | 2021.05.05 16:00 | close | 1322 | 0.01 | 1781.76 | 0.00 | 0.00 | 299.37 | 1577195.75 |
| 2647 | 2021.05.05 16:00 | buy | 1324 | 0.01 | 1782.26 | 0.00 | 0.00 | ||
| 2648 | 2021.05.05 16:00 | sell | 1325 | 0.01 | 1781.76 | 0.00 | 0.00 | ||
| 2649 | 2021.05.06 16:00 | close | 1325 | 0.01 | 1794.24 | 0.00 | 0.00 | -1417.60 | 1575778.15 |
| 2650 | 2021.05.06 16:00 | close | 1324 | 0.01 | 1793.74 | 0.00 | 0.00 | 1297.33 | 1577075.48 |
| 2651 | 2021.05.11 16:00 | buy | 1326 | 0.01 | 1827.18 | 0.00 | 0.00 | ||
| 2652 | 2021.05.11 16:00 | sell | 1327 | 0.01 | 1826.68 | 0.00 | 0.00 | ||
| 2653 | 2021.05.12 03:00 | buy | 1328 | 0.01 | 1836.01 | 0.00 | 0.00 | ||
| 2654 | 2021.05.12 03:00 | sell | 1329 | 0.01 | 1835.51 | 0.00 | 0.00 | ||
| 2655 | 2021.05.12 16:00 | close | 1329 | 0.01 | 1840.37 | 0.00 | 0.00 | -551.11 | 1576524.37 |
| 2656 | 2021.05.12 16:00 | close | 1328 | 0.01 | 1839.87 | 0.00 | 0.00 | 437.72 | 1576962.09 |
| 2657 | 2021.05.12 16:00 | close | 1327 | 0.01 | 1840.37 | 0.00 | 0.00 | -1554.81 | 1575407.28 |
| 2658 | 2021.05.12 16:00 | close | 1326 | 0.01 | 1839.87 | 0.00 | 0.00 | 1434.54 | 1576841.82 |
| 2659 | 2021.05.12 16:00 | buy | 1330 | 0.01 | 1840.37 | 0.00 | 0.00 | ||
| 2660 | 2021.05.14 16:00 | buy | 1331 | 0.01 | 1837.62 | 0.00 | 0.00 | ||
| 2661 | 2021.05.14 16:00 | sell | 1332 | 0.01 | 1837.12 | 0.00 | 0.00 | ||
| 2662 | 2021.05.17 16:00 | close | 1332 | 0.01 | 1846.33 | 0.00 | 0.00 | -1051.58 | 1575790.24 |
| 2663 | 2021.05.17 16:00 | close | 1331 | 0.01 | 1845.83 | 0.00 | 0.00 | 917.56 | 1576707.81 |
| 2664 | 2021.05.17 16:00 | close | 1330 | 0.01 | 1845.83 | 0.00 | 0.00 | 596.76 | 1577304.56 |
| 2665 | 2021.05.21 03:00 | buy | 1333 | 0.01 | 1874.60 | 0.00 | 0.00 | ||
| 2666 | 2021.05.21 03:00 | sell | 1334 | 0.01 | 1874.10 | 0.00 | 0.00 | ||
| 2667 | 2021.05.21 16:00 | close | 1334 | 0.01 | 1887.58 | 0.00 | 0.00 | -1528.61 | 1575775.95 |
| 2668 | 2021.05.21 16:00 | close | 1333 | 0.01 | 1887.08 | 0.00 | 0.00 | 1415.21 | 1577191.16 |
| 2669 | 2021.05.24 16:00 | buy | 1335 | 0.01 | 1880.59 | 0.00 | 0.00 | ||
| 2670 | 2021.05.24 16:00 | sell | 1336 | 0.01 | 1880.09 | 0.00 | 0.00 | ||
| 2671 | 2021.05.25 03:00 | buy | 1337 | 0.01 | 1877.94 | 0.00 | 0.00 | ||
| 2672 | 2021.05.25 03:00 | sell | 1338 | 0.01 | 1877.44 | 0.00 | 0.00 | ||
| 2673 | 2021.05.25 16:00 | close | 1338 | 0.01 | 1883.94 | 0.00 | 0.00 | -737.09 | 1576454.07 |
| 2674 | 2021.05.25 16:00 | close | 1337 | 0.01 | 1883.44 | 0.00 | 0.00 | 623.69 | 1577077.76 |
| 2675 | 2021.05.25 16:00 | close | 1336 | 0.01 | 1883.94 | 0.00 | 0.00 | -438.97 | 1576638.79 |
| 2676 | 2021.05.25 16:00 | close | 1335 | 0.01 | 1883.44 | 0.00 | 0.00 | 318.70 | 1576957.49 |
| 2677 | 2021.05.28 03:00 | buy | 1339 | 0.01 | 1898.56 | 0.00 | 0.00 | ||
| 2678 | 2021.05.28 03:00 | sell | 1340 | 0.01 | 1898.06 | 0.00 | 0.00 | ||
| 2679 | 2021.05.28 16:00 | close | 1340 | 0.01 | 1893.64 | 0.00 | 0.00 | 501.22 | 1577458.71 |
| 2680 | 2021.05.31 16:07 | close | 1339 | 0.01 | 1904.29 | 0.00 | 0.00 | 636.33 | 1578095.04 |
| 2681 | 2021.06.02 03:00 | buy | 1341 | 0.01 | 1899.36 | 0.00 | 0.00 | ||
| 2682 | 2021.06.02 03:00 | sell | 1342 | 0.01 | 1898.86 | 0.00 | 0.00 | ||
| 2683 | 2021.06.02 16:00 | close | 1342 | 0.01 | 1905.10 | 0.00 | 0.00 | -707.60 | 1577387.44 |
| 2684 | 2021.06.02 16:00 | close | 1341 | 0.01 | 1904.60 | 0.00 | 0.00 | 594.21 | 1577981.65 |
| 2685 | 2021.06.02 16:00 | buy | 1343 | 0.01 | 1905.10 | 0.00 | 0.00 | ||
| 2686 | 2021.06.02 16:00 | sell | 1344 | 0.01 | 1904.60 | 0.00 | 0.00 | ||
| 2687 | 2021.06.03 16:00 | close | 1344 | 0.01 | 1882.75 | 0.00 | 0.00 | 2475.36 | 1580457.01 |
| 2688 | 2021.06.04 16:00 | buy | 1345 | 0.01 | 1885.12 | 0.00 | 0.00 | ||
| 2689 | 2021.06.04 16:00 | sell | 1346 | 0.01 | 1884.62 | 0.00 | 0.00 | ||
| 2690 | 2021.06.07 03:00 | buy | 1347 | 0.01 | 1889.89 | 0.00 | 0.00 | ||
| 2691 | 2021.06.07 16:00 | close | 1346 | 0.01 | 1887.70 | 0.00 | 0.00 | -356.45 | 1580100.56 |
| 2692 | 2021.06.08 16:00 | buy | 1348 | 0.01 | 1893.57 | 0.00 | 0.00 | ||
| 2693 | 2021.06.09 03:00 | buy | 1349 | 0.01 | 1893.91 | 0.00 | 0.00 | ||
| 2694 | 2021.06.09 16:00 | close | 1349 | 0.01 | 1893.75 | 0.00 | 0.00 | -18.14 | 1580082.42 |
| 2695 | 2021.06.09 16:00 | close | 1348 | 0.01 | 1893.75 | 0.00 | 0.00 | 15.93 | 1580098.35 |
| 2696 | 2021.06.09 16:00 | close | 1347 | 0.01 | 1893.75 | 0.00 | 0.00 | 428.76 | 1580527.12 |
| 2697 | 2021.06.09 16:00 | close | 1345 | 0.01 | 1893.75 | 0.00 | 0.00 | 956.23 | 1581483.34 |
| 2698 | 2021.06.09 16:00 | close | 1343 | 0.01 | 1893.75 | 0.00 | 0.00 | -1318.42 | 1580164.92 |
| 2699 | 2021.06.09 16:00 | buy | 1350 | 0.01 | 1894.25 | 0.00 | 0.00 | ||
| 2700 | 2021.06.22 03:00 | buy | 1351 | 0.01 | 1784.05 | 0.00 | 0.00 | ||